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01 April 2021

Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic
Vol: 36/2021 Author name: Fry-McKibbin R; Greenwood-Nimmo M; Hsiao CYL; Qi L Year: 2021 Month: April
  • Fry-McKibbin
  • Greenwood-Nimmo
  • Hsiao
  • Qi
  • COVID-19 and the Macroeconomy
  • Finance and the Macroeconomy program
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25 January 2018

Measuring Financial Interdependence in Asset Returns with an Application to Euro Zone Equities
Vol: 05/2018 Authors: Renée Fry-McKibbin, Cody Yu-Ling Hsiao, Vance L. Martin Month: January Year: 2018
  • Fry-McKibbin
  • Hsiao
  • Martin
  • Finance and the Macroeconomy
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31 October 2017

Joint Tests of Contagion with Applications to Financial Crises
Vol: 65/2017 Authors: Renée Fry-McKibbin, Cody Yu-Ling Hsiao, Vance L. Martin Month: October Year: 2017
  • Fry-McKibbin
  • Hsiao
  • Martin
  • Finance and the Macroeconomy
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28 March 2017

Joint Tests of Contagion with Applications to Financial Crises
Vol: 23/2017 Authors: Renée Fry-McKibbin, Cody Yu-Ling Hsiao, Vance L. Martin Month: March Year: 2017
  • Fry-McKibbin
  • Hsiao
  • Martin
  • Finance and the Macroeconomy